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If it's a real popup window, you can use <a href="javascript:window.close();">Close this window</a>

If it's an inline popup (a div-tag or an iframe) you'll have to use a few more lines.
For example, you have a div that acts like a window (let's say like greybox).
You'll have to give that div an id, or you have to pass the div element to your close function. The easiest is to give the div an id.
Here are some examples:

Take a look inside PopIn.js, as that's where the javascript is which either writes some HTML or uses the DOM to create new HTML elements. Either way, your goal is to make sure the popin's outermost container, whether it's an iframe or a div or something else, has an id attribute. Then you can use hexburner's code to make that container and its contents invisible upon clicking a link.

So, basically, after a document.write(' command, can there be double quotes anywhere in there? Because some of my content does have double quotes... but according to Dreamweaver, all my text in there is blue... it's not picking out the different codes, just treating it all as body text.

Got it! The reason the code (from above) wasn't working is I had the single quotes...

I read this from Hexburner:
<a href="javascript:closeById('myWindow');">

and thought I needed the single quotes around myWindow (of course myWindow being the id of my own window). Point is, I was using the single quotes in there by mistake... just pulled those out and everything works great.